+93.3%
QQQM vs DVN
+4.6%
+88.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | +4.5% | -5.1% | -1.1% |
| 30D | -1.2% | +12.0% | -13.2% | -2.6% |
| 3M | -0.1% | +13.4% | -13.5% | -1.8% |
| 6M | +18.0% | +12.1% | +5.8% | +15.1% |
| YTD | +16.7% | +38.8% | -22.1% | +8.6% |
| 1Y | +23.0% | +46.0% | -23.0% | +12.8% |
| 3Y | +93.3% | +9.5% | +83.8% | +77.4% |
| All | +93.3% | +4.6% | +88.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling